I’m trying to do a cross validation of a beta regression model on a small data set. I want to follow the variable selection process that projpred allows, but it appears that the varsel() function does not appear to work for the objects returned by stan_betareg().
Does anyone know a way around this? My only thought so far is to code my own model and try to come at it that way. Or try transforming the response by applying the logit-link function before modeling and applying a straight stan glm model.
fullBetaModel_Age <- stan_betareg( resp ~ x + y + z, data = realAgeData, link = "logit", prior = hs(), adapt_delta = 0.9 ) varsel <- cv_varsel(fullBetaModel_Age, method='forward', nloo = nrow(realAgeData)) Error in get(extend_family_specific, mode = "function") : object 'extend_family_beta' of mode 'function' was not found